AMZN Options History — February 2022

In February 2022, AMZN traded between $139.60 and $161.16. ATM implied volatility averaged 34.2%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 26.3% (HV 20d: 60.6%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.96.

Notable Days

2022-02-04: Highest Volume — 15,221,320 contracts
2022-02-04: Largest IV drop — 39.1% change
2022-02-03: Highest IV Rank — 100.0%
2022-02-03: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$153.80	$139.60	$161.16	$150.80	$152.35
Max Pain	$163.01	$160.00	$165.00	$162.50	$160.00
ATM IV	34.2%	28.1%	52.9%	34.5%	34.5%
Expected Move	10.0%	8.2%	13.7%	11.2%	10.4%
HV 20d	60.6%	35.5%	66.3%	35.7%	63.7%
HV 60d	40.4%	29.0%	43.2%	29.1%	43.2%
IV Rank	47.8%	28.5%	100.0%	61.0%	46.8%
IV Percentile	88.4%	56.3%	100.0%	95.6%	93.7%
Term Structure	-0.5%	-3.4%	0.4%	-1.0%	-0.4%
VWIV	35.9%	29.4%	48.1%	39.5%	37.3%
Skew 25d	5.7%	3.3%	7.6%	4.7%	7.5%
Skew 10d	12.0%	6.9%	15.9%	9.5%	15.9%
Call IV 25d	31.9%	26.7%	51.3%	32.3%	31.0%
Put IV 25d	37.6%	30.4%	56.8%	37.0%	38.5%
Bid-Ask Spread %	12.45	5.44	17.02	9.91	10.90
Gamma HHI	0.02	0.01	0.06	0.02	0.01
Net GEX	-297.7M	-1.25B	980.8M	-331.8M	-233.5M
Net DEX	11.58B	-13.40B	37.94B	20.51B	11.16B
Net VEX	-331.7M	-361.0M	-298.9M	-316.2M	-315.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.96	0.60	1.17	0.83	0.86
Total Volume	5,480,558.947	2,838,820	15,221,320	2,838,820	3,039,440
Total OI	16,569,031.579	14,062,000	19,393,960	15,325,920	14,062,000

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$150.80	$162.50	34.5%	11.2%	35.7%	61.0%	39.5%	4.7%	-1.0%	-331.8M	20.51B	-316.2M	0.83	9.91	N/A	N/A	1,548,040	1,290,780	7,453,620	7,872,300
2022-02-02	$150.20	$162.50	38.6%	13.1%	35.5%	76.1%	46.6%	3.3%	-0.9%	-248.8M	19.84B	-325.7M	0.60	8.98	N/A	N/A	2,614,820	1,580,160	7,813,720	8,136,280
2022-02-03	$139.60	$165.00	52.9%	13.7%	42.9%	100.0%	48.1%	5.4%	-3.4%	-563.8M	37.94B	-305.0M	0.94	5.44	N/A	N/A	4,896,420	4,603,700	8,319,460	8,501,160
2022-02-04	$159.32	$164.00	32.2%	9.2%	65.7%	40.3%	33.4%	3.8%	-0.3%	980.8M	-13.40B	-361.0M	0.84	11.13	N/A	N/A	8,253,600	6,967,720	9,710,360	9,683,600
2022-02-07	$158.60	$165.00	31.5%	9.1%	65.7%	38.3%	32.5%	4.1%	0.1%	-169.3M	1.07B	-353.3M	0.90	10.76	N/A	N/A	2,615,480	2,362,460	7,927,740	8,644,620
2022-02-08	$161.16	$165.00	29.7%	8.6%	65.9%	33.1%	31.6%	3.9%	0.3%	78.1M	-5.58B	-355.6M	1.00	12.27	N/A	N/A	2,410,660	2,404,120	8,210,860	9,003,160
2022-02-09	$160.83	$165.00	28.1%	8.2%	65.3%	28.5%	29.4%	3.7%	0.4%	228.6M	-5.06B	-349.3M	0.93	17.02	N/A	N/A	2,310,580	2,144,320	8,416,840	9,141,200
2022-02-10	$158.37	$164.00	30.5%	8.9%	65.5%	35.5%	32.1%	4.9%	0.4%	-404.0M	4.09B	-349.5M	1.06	15.84	N/A	N/A	2,242,360	2,370,000	8,678,140	9,385,760
2022-02-11	$153.10	$163.50	34.8%	10.1%	66.1%	47.9%	35.8%	6.7%	0.4%	-1.25B	23.05B	-337.8M	1.17	12.95	N/A	N/A	3,075,000	3,606,480	8,810,360	9,687,520
2022-02-14	$155.05	$163.50	33.9%	9.7%	66.3%	45.3%	35.1%	6.4%	-0.5%	-484.9M	13.04B	-337.9M	1.02	13.95	N/A	N/A	2,087,300	2,133,420	7,724,620	8,302,140
2022-02-15	$155.87	$163.50	31.4%	9.0%	66.1%	37.9%	32.4%	6.1%	-0.2%	-429.8M	11.50B	-334.0M	0.91	14.91	N/A	N/A	1,913,520	1,736,420	7,960,620	8,591,400
2022-02-16	$158.43	$163.50	29.8%	8.5%	66.2%	33.2%	30.2%	5.8%	-0.1%	-85.2M	3.35B	-339.0M	0.96	15.87	N/A	N/A	2,138,440	2,053,640	8,196,300	8,821,300
2022-02-17	$155.54	$162.50	33.7%	9.7%	65.7%	44.5%	35.3%	6.4%	-0.5%	-543.7M	11.94B	-340.0M	0.85	11.62	N/A	N/A	2,804,100	2,385,360	8,495,900	9,175,680
2022-02-18	$153.16	$162.50	34.0%	9.8%	61.7%	45.5%	34.8%	6.6%	-0.6%	-879.1M	19.31B	-330.3M	1.17	11.46	N/A	N/A	3,280,620	3,847,520	8,637,260	9,250,440
2022-02-22	$150.38	$162.50	35.5%	10.5%	62.1%	49.9%	37.2%	7.3%	-0.8%	-429.6M	17.41B	-316.2M	1.01	12.82	N/A	N/A	1,947,340	1,961,080	6,856,060	7,251,460
2022-02-23	$145.31	$161.75	37.0%	10.9%	62.9%	54.1%	37.9%	7.6%	-0.8%	-689.5M	27.80B	-298.9M	1.03	11.65	N/A	N/A	2,060,700	2,125,160	7,266,520	7,590,780
2022-02-24	$151.00	$161.00	35.3%	10.4%	63.8%	49.3%	37.2%	7.5%	-0.7%	-364.4M	15.08B	-317.3M	1.14	13.80	N/A	N/A	2,454,280	2,797,820	7,510,000	7,862,780
2022-02-25	$153.18	$160.00	32.5%	9.5%	63.7%	41.0%	34.8%	7.0%	-0.4%	166.6M	7.05B	-320.2M	0.91	15.27	N/A	N/A	3,168,860	2,898,900	7,726,980	8,132,660
2022-02-28	$152.35	$160.00	34.5%	10.4%	63.7%	46.8%	37.3%	7.5%	-0.4%	-233.5M	11.16B	-315.8M	0.86	10.90	N/A	N/A	1,634,020	1,405,420	6,835,120	7,226,880